Testing for deterministic trend and seasonal components in time series models

DOI10.1093/biomet/70.3.673zbMath0522.62070OpenAlexW1974608936MaRDI QIDQ3672934

L. Franzini, Andrew C. Harvey

Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3c0d1b01fec4ec6f5e1285fd3273930a368ea99b

zbMATH Keywords

forecastinggeneralized least squarestables of critical valuestime-varying parametertime series modelsdeterministic trendmost powerful invariant testseasonal components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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